At least you can usually get away from a W+M1 pyro fairly easy, and they're easy enough to counter. They only time I've ever had issues with pyros are when I'm playing spy and they're constantly guarding the engie nest I'm targeting (which is good I suppose).

Mei on the other hand is much harder to escape, and pretty much impossible if she jumps you and you don't have an escape ability. Her area denial and cryo health thing is also just no fun to play against.

W+M1ers are easy to counter, and when I'm killed by a good pyro I always feel like they've earned it.
I very rarely (as salty as this is gonna sound) feel good about dying to a Mei, and even rarer is the feeling that they actually worked for their kill.
Alright, rant over, sorry.